The current folder contains all the files used for simulation studies. It contains 5 sub-folders.

OLS – This folder contains code and result files for Section 5 in the main text.
OLS_Power – This folder contains code and result files for Appendix I.1 in the online supplement.
FE – This folder contains code and result files for Appendix I.2 in the online supplement.
OLS_multiple – This folder contains code and result files for Appendix I.3 in the online supplement.
FE_multiple – This folder contains code and result files for Appendix I.4 in the online supplement.

In each folder, run the ***.R file to run simulations. The sample size may be set by changing the values for N = *** and T = ***. The simulation parameters can be set by changing the values for b = *** and rho = ***.
